+124.0%
EW vs ZBRA
+425.5%
-301.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.4% | -3.8% | +0.4% | -2.4% |
| 30D | -7.4% | -10.2% | +2.8% | -4.8% |
| 3M | +0.9% | +58.7% | -57.8% | -12.0% |
| 6M | +1.2% | +61.9% | -60.8% | -12.7% |
| YTD | +1.8% | +41.7% | -39.9% | -9.9% |
| 1Y | +10.8% | +12.4% | -1.5% | +4.0% |
| 3Y | +17.1% | +34.2% | -17.0% | -1.0% |
| 5Y | -28.2% | -40.8% | +12.5% | -23.1% |
| All | +124.0% | +425.5% | -301.5% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling